COMPUTATIONAL EXPERIENCE WITH STRUCTURE-PRESERVING HAMILTONIAN SOLVERS IN OPTIMAL CONTROL

被引：0
|
作者：
Sima, Vasile [1 ]
机构：
[1] Natl Inst Res & Dev Informat, 8-10 Bd Maresal Averescu, Bucharest, Romania
来源：
ICINCO 2011: PROCEEDINGS OF THE 8TH INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, VOL 1 | 2011年
关键词：
Linear-quadratic optimization; Optimal control; Structure-preserving algorithms; QUADRATIC OPTIMAL REGULATOR; DISCRETE-TIME; SYSTEMS; SLICOT;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Structure-preserving techniques for solving essential computational problems in optimal control are presented. The techniques use possibly extended skew-Hamiltonian/Hamiltonian matrix pencils, and specialized algorithms to exploit their structure: the symplectic URV decomposition, periodic QZ algorithm, solution of periodic Sylvester-like equations, etc. The structure-preserving approach has the potential to avoid the numerical difficulties which are encountered for a traditional, non-structured solution, returned by the currently available software tools. Preliminary computational results are presented.
引用
收藏
页码：91 / 96
页数：6
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